Alf_HEik_MacD_EurUsd_30M_V0002 by Freesby
26740 downloads / 7919 views / Created: 16.02.2018 / Updated: 16.02.2018 Average Rating: 0
Strategy Description
Comments
The slots show the logic for the long positions only. Forex Strategy Builder automatically computes the proper logic for the short positions.
Strategy Properties
Same direction signal | - Add |
Opposite direction signal | - Reverse |
Permanent Stop Loss | - None |
Permanent Take Profit | - None |
Break Even | - None |
Opening Point of the Position
Custom Donchian Channel
Enter long at the Lower Band
Base price | - High & Low |
Period | - 144 |
Shift | - 130 |
Use previous bar value | - True |
Opening Logic Condition
ALF
ALF rises
Base price | - Median |
Lookback | - 20 |
Median | - 5 |
Shift | - 0 |
Use previous bar value | - True |
Opening Logic Condition
Heiken Ashi
White H.A. bar without lower shadow
Base price | - High, Low, Open, Close |
Use previous bar value | - True |
Opening Logic Condition
MACD Zero Lag
MACD Zero Lag histogram rises
Smoothing method | - Exponential |
Base price | - Close |
Signal line method | - Exponential |
Slow MA period | - 26 |
Fast MA period | - 12 |
Signal line period | - 9 |
Level | - 0.0000 |
Use previous bar value | - True |
Closing Point of the Position
Day Closing
Exit the market at the end of the day
Base price | - Close |
Closing Logic Condition
Donchian Channel
The bar closes above Upper Band
Base price | - High & Low |
Period | - 154 |
Shift | - 50 |
Use previous bar value | - False |
Closing Logic Condition
CCI Buy Sell Zones
Sell zone is formed
Smoothing method | - Weighted |
MA method | - Weighted |
Base price | - Typical |
CCI period | - 3 |
MA period | - 15 |
Level | - 100 |
Use previous bar value | - False |
Closing Logic Condition
Accumulation Distribution
AD falls
Use previous bar value | - False |
Account Stats | |
Acceptance criteria | |
Net balance | 8980,83 |
Intrabar scanning | |
Ambiguous bars | 0 |
Profit per day | 4,74 |
Max consecutive losses | 4 |
System quality number | 2,77 |
Sharpe ratio | 0,23 |
Average HPR | 1,30 |
Profit factor | 2,36 |
Tested bars | 49723 |
Minimum balance | 1761,32 |
Maximum balance | 8980,83 |
Max balance drawdown | 1043,83 |
Max equity drawdown | 15,46 % |
Max stagnation | 253 |
Average profit | 318,53 |
Average loss | -189,75 |
Executed orders | 333 |
Win/loss ratio | 0,58 |
Time in position | 15% |
Market Stats | |
Symbol | EURUSD |
Period | M30 |
Count of bars | 50000 |
Time of updating | 2018-01-19 10:00 |
Time of beginning | 2013-12-30 23:00 |
Minimum price | 1.03403 |
Maximum price | 1.39933 |
Average Gap | 1 points |
Maximum Gap | 1926 points |
Average High-Low | 114 points |
Maximum High-Low | 2462 points |
Average Close-Open | 56 points |
Maximum Close-Open | 1734 points |
Maximum days off | 3 |
Input Stats | |
Profile name | Default profile |
Data source name | FSB Demo data |
Strategy name | New Strategy1 |
Chart | EURUSD M30 |
Data bars | 50000 |
Time of updating | 2018-01-19 10:00 |
Time of beginning | 2013-12-30 23:00 |
Spread | 20,00 points |
Swap long | -2,00 points |
Swap short | -2,00 points |
Commission | 0,00 points |
Slippage | 0,00 points |
Interpolation method | Pessimistic |
Initial Account | 2000 EUR |
Leverage | 500 |
Account exchange rate | Deal price |
Auto scan | Switched on |
Trade until Margin Call | Switched on |
Risk warning: Forex, spread bets and CFD are leveraged products. They may not be suitable for you as they carry a high degree of risk to your capital and you can lose more than your initial investment. You should ensure you understand all of the risks.
Copyright © 2006 - 2024, Forex Software Ltd.;
Copyright © 2006 - 2024, Forex Software Ltd.;